+52.3%
EWZ vs BAH
+8.7%
+43.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +0.6% | -1.6% | +2.2% | +0.7% |
| 30D | -25.5% | +18.0% | -43.5% | -26.3% |
| 3M | -4.5% | +11.4% | -16.0% | -5.3% |
| 6M | -15.3% | +17.7% | -33.0% | -16.4% |
| YTD | +3.1% | +5.4% | -2.3% | +2.2% |
| 1Y | +1.2% | +2.8% | -1.5% | +0.6% |
| 3Y | +19.3% | -26.7% | +45.9% | +19.3% |
| 5Y | +52.3% | +8.1% | +44.2% | +43.8% |
| All | +52.3% | +8.7% | +43.5% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling